Time-dependent generalized polynomial chaos

Journal of Computational Physics

Volumn 229, Issue 22, 2010, Pages 8333-8363

  Gerritsma, Marc ^a   van der Steen, Jan Bart ^b   Vos, Peter ^c   Karniadakis, George ^d  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b Siemens Nederland NV   (Netherlands)

^c FLEMISH INSTITUTE FOR TECHNOLOGICAL RESEARCH VITO   (Belgium)

^d BROWN UNIVERSITY   (United States)

Author keywords

Monte Carlo simulation; Polynomial chaos; Stochastic differential equations; Time dependence

Indexed keywords

DIFFERENTIAL EQUATIONS; INTEGRAL EQUATIONS; INTEGRATION; INTELLIGENT SYSTEMS; MONTE CARLO METHODS; ORTHOGONAL FUNCTIONS; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; STOCHASTIC SYSTEMS;

GENERALIZED POLYNOMIALS; LONG TIME INTEGRATIONS; MONTE CARLO'S SIMULATION; NON-UNIFORM; ORTHOGONAL POLYNOMIAL; POLYNOMIAL CHAOS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC VARIABLE; TIME DEPENDENCE; TIME DEPENDENT;

POLYNOMIAL APPROXIMATION;

EID: 77956414223     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2010.07.020     Document Type: Article

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